+162.2%
ARM vs EXC
+26.0%
+136.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.6% | -13.7% | -12.7% |
| 7D | -27.1% | +1.4% | -28.5% | -26.4% |
| 30D | -44.9% | +11.6% | -56.5% | -41.0% |
| 3M | -39.3% | +2.7% | -41.9% | -38.1% |
| 6M | -20.2% | +2.7% | -22.8% | -17.9% |
| YTD | +52.5% | +9.7% | +42.8% | +62.7% |
| 1Y | +4.1% | +4.5% | -0.4% | +8.4% |
| 3Y | +211.7% | +28.5% | +183.2% | +290.6% |
| All | +162.2% | +26.0% | +136.2% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling